Statistical inference on comparing two distribution functions with a possible crossing point

Guijing Chen, Jiahua Chen and Yuming Chen

Statistics & Probability Letters, 2002, vol. 60, issue 3, 329-341

Abstract: Based on rank statistics, new distribution-free tests on the crossing point between two distribution functions are proposed. Simulation indicates that the new tests have higher power than tests in the literature. A new point estimate of the crossing point is given and is shown to be strongly consistent and asymptotically normal. Two kinds of asymptotically distribution-free confidence intervals of the crossing point have also been given.

Keywords: Rank; statistics; Distribution-free; test; Distribution-free; confidence; interval; Asymptotic; distribution (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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